+33.6%
ECHO vs CMI
+45.0%
-11.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.0% |
| 7D | +3.4% | -0.7% | +4.1% | +3.6% |
| 30D | +2.4% | -13.4% | +15.8% | +7.6% |
| 3M | -28.0% | -17.0% | -11.0% | -23.8% |
| 6M | -21.2% | -1.6% | -19.6% | -21.4% |
| YTD | -17.4% | +11.0% | -28.4% | -19.7% |
| 1Y | +33.6% | +41.9% | -8.3% | +46.5% |
| All | +33.6% | +45.0% | -11.4% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling